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~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
537
Optionspreistheorie
537
Theorie
261
Theory
261
Stochastic process
165
Stochastischer Prozess
165
Option trading
161
Optionsgeschäft
161
Volatility
142
Volatilität
142
Black-Scholes model
79
Black-Scholes-Modell
79
Derivat
74
Derivative
74
Hedging
69
Yield curve
63
Zinsstruktur
63
USA
51
United States
51
Interest rate derivative
49
Portfolio selection
49
Portfolio-Management
49
Zinsderivat
49
CAPM
41
Martingal
39
Martingale
39
Swap
35
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Credit derivative
32
Credit risk
32
Kreditderivat
32
Kreditrisiko
32
Estimation
26
Schätzung
25
Statistical distribution
24
Statistische Verteilung
24
Aktienoption
21
Stock option
21
Markov chain
19
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Undetermined
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17
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663
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663
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2
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2
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English
663
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Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Giribone, Pier Giuseppe
6
Hull, John
6
Kabanov, Jurij M.
6
Schoutens, Wim
6
White, Alan
6
Brigo, Damiano
5
Filipović, Damir
5
Glasserman, Paul
5
Tian, Yisong Sam
5
Wu, Liuren
5
Alòs, Elisa
4
Arai, Takuji
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Lee, Roger
4
Li, Lingfei
4
Ligato, Simone
4
Linetsky, Vadim
4
Lo, C. F.
4
Obłój, Jan
4
Ritchken, Peter H.
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Cui, Zhenyu
3
De Spiegeleer, Jan
3
Eberlein, Ernst
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Leblanc, Boris
3
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Finance and stochastics
International journal of financial engineering
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
553
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
272
The journal of computational finance
271
Quantitative finance
218
Review of derivatives research
213
Finance research letters
201
Journal of financial economics
183
Journal of economic dynamics & control
172
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
135
Journal of financial and quantitative analysis : JFQA
127
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
123
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
111
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Energy economics
86
Applied economics
85
Journal of econometrics
84
Applied financial economics
82
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ECONIS (ZBW)
663
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
3
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
4
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
5
The binomial
option
pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
6
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
7
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
8
On bank's risk incentives under deposit insurance system
Seta, Hiroki
;
Inoue, Hiroshi
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
Saved in:
9
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
10
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
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